Hellboy is a great comic with a quirky sense of humor and a very stylized visual presentation (both thanks to the uber-talented Mike Mignola - oh, and lest I forget, the also uber-talented John Byrne), and those can both be difficult to put on screen for a mainstream audience. Amazingly, they managed to really convey Hellboy's personality and his look and to do all of that while still making a really fun movie.
Also, I never really noticed her much before, but Selma Blair is really gorgeous when she's done up right. It's true, it's true - she's about as flat as can be, but she makes up for it in other ways.
Ron Perlman, not someone I normally ever think of, was really good as Hellboy. The makeup job on him was amazing, first off, but he also really did a good job of portraying the character as well. Plus I just found out he's a native New Yorker.
Honestly, it was one of the best comic book adaptations I've ever seen. Go see it.